feat: 매매일지 자동 생성 + 전략 자동 최적화 시스템 추가

- trade_analyzer.py: 거래 성과 분석(승률/손익비/전략별 패턴), 템플릿 기반 일지 자동 생성
- strategy_optimizer.py: 그리드 서치 기반 파라미터 최적화, Sharpe 10% 개선 시 자동 적용
- analysis.py: /performance /insights /generate-journals /optimize-strategy /optimization-history 엔드포인트
- journals.py: POST /generate/{trade_id}, GET /stats 엔드포인트 추가
- models.py: StrategyOptimizationLog 테이블 추가
- main.py: post_market_analyzer_scheduler (16:00 KST 자동 실행)
- frontend: Analysis 페이지 추가 (성과 요약/인사이트/일지 생성/최적화 이력)

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

backend/app/main.py

@@ -372,6 +372,111 @@ async def day_trade_scheduler():
         raise
 
 
+async def post_market_analyzer_scheduler():
+    """장 종료 후 16:00 KST 1회 실행 — 매매일지 자동 생성 + 전략 자동 최적화.
+
+    조건:
+    - 매일 16:00 KST 에 1회 실행 (이미 오늘 실행했으면 스킵)
+    - 최근 7일 내 SELL FILLED 거래 >= 5건이면 최적화 실행
+    - 마지막 최적화로부터 3일 이상 경과 시만 최적화 실행
+    """
+    import pytz as _pytz
+    from datetime import datetime as _dt, date as _date, timedelta as _td
+
+    _KST = _pytz.timezone("Asia/Seoul")
+    _last_run: _date | None = None
+
+    await asyncio.sleep(60)  # 부팅 안정화
+    logger.info("📝 Post-market analyzer scheduler started (daily 16:00 KST)")
+
+    try:
+        while True:
+            now_kst = _dt.now(_KST)
+            today = now_kst.date()
+
+            if _last_run == today:
+                tomorrow_16 = _KST.localize(_dt(today.year, today.month, today.day, 16, 0, 0)) + _td(days=1)
+                sleep_sec = (tomorrow_16 - now_kst).total_seconds()
+                await asyncio.sleep(max(sleep_sec, 60))
+                continue
+
+            if (now_kst.hour, now_kst.minute) < (16, 0):
+                target = _KST.localize(_dt(today.year, today.month, today.day, 16, 0, 0))
+                sleep_sec = (target - now_kst).total_seconds()
+                if sleep_sec > 0:
+                    await asyncio.sleep(min(sleep_sec, 1800))
+                    continue
+
+            if today.weekday() >= 5:
+                await asyncio.sleep(3600)
+                continue
+
+            logger.info("📝 [PostMarket] 매매일지 자동 생성 + 전략 최적화 시작")
+            _last_run = today
+
+            try:
+                from app.services.trade_analyzer import (
+                    analyze_performance,
+                    get_uncovered_trades,
+                    generate_journal_for_trade,
+                    create_journal_record,
+                )
+                from app.services.strategy_optimizer import (
+                    run_optimization,
+                    save_optimization_log,
+                    get_last_optimization_date,
+                )
+                from app.models.models import TradeHistory
+                from sqlalchemy import func, and_
+                from datetime import datetime as _utcnow_dt
+
+                async with AsyncSessionLocal() as db:
+                    uncovered = await get_uncovered_trades(db, days=7)
+                    perf = await analyze_performance(db, days=30)
+                    journal_count = 0
+                    for trade in uncovered:
+                        try:
+                            content = generate_journal_for_trade(trade, perf)
+                            await create_journal_record(db, trade, content)
+                            journal_count += 1
+                        except Exception as e:
+                            logger.warning(f"일지 생성 실패 ({trade.stock_code}): {e}")
+                    if journal_count > 0:
+                        await db.commit()
+                        logger.info(f"📝 [PostMarket] 일지 {journal_count}건 생성 완료")
+
+                    since_7d = _utcnow_dt.utcnow() - _td(days=7)
+                    trade_count_result = await db.execute(
+                        select(func.count(TradeHistory.id)).where(
+                            and_(
+                                TradeHistory.order_type == "SELL",
+                                TradeHistory.status == "FILLED",
+                                TradeHistory.created_at >= since_7d,
+                            )
+                        )
+                    )
+                    recent_trade_count = trade_count_result.scalar() or 0
+                    last_opt = await get_last_optimization_date(db)
+                    days_since_opt = (today - last_opt).days if last_opt else 999
+
+                    if recent_trade_count >= 5 and days_since_opt >= 3:
+                        logger.info(f"🔧 [PostMarket] 전략 최적화 실행 (최근거래:{recent_trade_count}건, 마지막:{days_since_opt}일 전)")
+                        result = await run_optimization(db, perf, trigger="auto", period_days=90)
+                        await save_optimization_log(db, result, trigger="auto")
+                        logger.info(f"✅ [PostMarket] 최적화 완료: applied={result.applied}, {result.apply_reason}")
+                    else:
+                        logger.info(f"⏭️  [PostMarket] 최적화 스킵 (거래:{recent_trade_count}건, 마지막최적화:{days_since_opt}일 전)")
+
+            except Exception as e:
+                logger.error(f"❌ [PostMarket] 분석 실패: {e}", exc_info=True)
+
+            await asyncio.sleep(3600)
+
+    except asyncio.CancelledError:
+        logger.info("⏹️ Post-market analyzer scheduler stopped")
+        raise
+
+
 async def krx_data_collector_scheduler():
     """장 종료 후 KRX 일봉 데이터 자동 수집 스케줄러.
 
@@ -550,6 +655,7 @@ async def lifespan(app: FastAPI):
     app.state.batch_analysis_task = asyncio.create_task(batch_analysis_scheduler())
     app.state.day_trade_task = asyncio.create_task(day_trade_scheduler())
     app.state.krx_collector_task = asyncio.create_task(krx_data_collector_scheduler())
+    app.state.post_market_task = asyncio.create_task(post_market_analyzer_scheduler())
 
     # KIS 실시간 스트림 시작 (설정으로 제어 가능)
     if settings.KIS_WS_ENABLED:
@@ -568,6 +674,7 @@ async def lifespan(app: FastAPI):
         "batch_analysis_task",
         "day_trade_task",
         "krx_collector_task",
+        "post_market_task",
         "db_worker_task",
         "kis_stream_task",
     ):